+190.4%
ETN vs LULU
-76.9%
+267.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +3.5% | -1.6% | +5.2% | +3.9% |
| 30D | -7.5% | -18.1% | +10.6% | -4.6% |
| 3M | +8.3% | -18.8% | +27.1% | +11.5% |
| 6M | +20.2% | -39.2% | +59.4% | +31.1% |
| YTD | +34.7% | -52.4% | +87.0% | +54.8% |
| 1Y | +19.4% | -40.3% | +59.7% | +29.3% |
| 3Y | +85.5% | -75.1% | +160.6% | +137.6% |
| All | +190.4% | -76.9% | +267.3% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling